Bahan Ajar Minggu Ke-13 Simulasi Sistem

Bahan Ajar Minggu Ke-13

Tujuan Instruksional Umum Setelah menyelesaikan mata kuliah ini mahasiswa semester
6 mampu menganalisis output simulasi dengan Promodel
dari sistem nyata.

Tujuan Instruksional Melakukan analisis ouput simulasi Promodel.

Khusus

Analysis of Simulation Output (1/2)

1. Statistically Approach

We need statistical analysis for simulation output because the simulation

results is based on random event. Model’s outputs are only estimates and NOT
PRECISE MEASURES. Each replication output can be considered as a
sample from all possible replication output population (This is an infinite
population). If one replication is independent from other replications, then we
can employ the inferential statistics. (Refer again the issue of random number
generator!)

A terminating simulation is conducted when we are interested in the behavior

of the system over a particular period or of the system that has specific
operation time period (e.g., bank operation is from 8.00 am to 3 pm). A
nonterminating simulation (steady state simulation) is conducted when we are
interested in the steady-state behavior of a system or of the system that has no
natural stopping condition.

For terminating simulations, there are three important questions to answer in

running the experiment:

1. What should be the initial state of the model?

The initial state of the model represents how the systems looks (or
is initialized) at the beginning of the simulation. All terminating
simulations do not necessarily begin with the system being empty

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and idle. For example, to measure the time that it takes for
everyone to exit an arena after a sporting event.
2. What is the terminating event or time?
Terminating event is an event that occurs during the simulation that
causes the simulation run to end. Terminating event might occur
when a certain time of day is reached or when certain conditions
are met. If the terminating event is based on the satisfaction of
conditions other than time, then the time that the simulation will
end is not known in advance.
3. How many replications should be made?
The answer to the question of how many replications are necessary
is usually based on the analyst’s desired half-width of a confidence
interval. As a general guideline, begin by making 10 independent
replications of the simulation and add more replications until the
desired confidence interval half-width is reached.
2. Performance Estimation

We can apply statistical methods to estimate the expected or mean value of the
model’s output response. There are two types of estimates:

a. Point estimates (mean and standard deviation)

A single value estimate of a parameter of interest. Point estimates
are calculated for the mean and standard deviation of the
population. To estimate the mean of population (denote as μ), we
simply calculate the average of the sample values (denote as x̄ ).
∑ xi
i
x̄=
n
The standard deviation for the population (denote as σ ), which

is a measure of the spread of data values in the population, is

similarly estimated by calculation a standard deviation of the
sample of values (denote as s).
n
∑i=1 [ x i− x̄ ]2
s=
√ n−1

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The sample variance s2, used to estimate the variance of the

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population σ 2, is obtained by squaring the sample standard
deviation.
Example:
Buddy opens his barbershop at 8:00 A.M. and closes at noon on
Saturday. In order to determine the exact value for the true average
number of customers getting a haircut on Saturday morning (μ).
We decide to get an estimate of the true mean μ by spending the
next 12 Saturday mornings watching TV at Buddy’s and recording
the number of customers that get a haircut between 8:00 A.M. and
12:00 noon.

Answer:
12
∑i=1 x i
x̄=
12
21+16+8+⋯+10
¿
12
¿ 13. 67

12

s=
√ ∑i=1 [ xi −13 .67 ]2
12−1
¿ 4 . 21

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b. Interval estimates (confidence intervals)

Interval estimates constructed using x̄ and s, on the other hand,
provide information about how far off the point estimate x̄

might be from the true mean μ. The method used to determine this
is referred to as confidence interval estimation (a range within
which we can have a certain level of confidence that the true mean
falls). The interval is symmetric about x̄ and the distance that
each endpoint is from x̄ is called the half-width (hw).
Confidence level is expressed as the probability P that the

unknown true mean μ lies within the interval x̄±hw . If the

sample observations used to compute and s are independent and
normally distributed, the following equation can be used to
calculate the half-width of a confidence interval for a given level of
confidence.
( tn−1, α /2 ) s
hw=
√n
t n−1 ,α /2 is a factor that can be obtained from the Student’s t table.
α is referred to as the significance level (1–P), may be thought
of as the “risk level” or probability that μ will fall outside the

confidence interval x̄±hw .

Confidence intervals are often read as the probability that the true

but unknown mean μ falls between the interval ( x̄−hw ) to

( x̄+hw ) .
Example:
Assuming the data from the barbershop example are independent
and normally distributed, a 95 percent confidence interval is
constructed as follows:
Given:
P = confidence level = 0.95
α = significance level = 1 – 0.95 =0.05

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n = sample size = 12
x̄ = 13.67 haircuts
s = 4.21 haircuts

From the Student’s t table, we find

t n−1 ,α /2 = t11,0.025 = 2.021,
The half-width is computed as follows:
( t11 , 0. 025 ) s ( 2. 201 ) 4 . 21
hw= = =2. 67 haircuts
√n √12
The lower and upper limits of the 95 percent confidence interval
are calculated as follows:

Lower limit = ( x̄−hw ) = 13.67 – 2.67 = 11.00 haircuts.

Upper limit = ( x̄+hw ) = 13.67 + 2.67 = 16.34 haircuts.

This is not to say that mean and standard deviation are the only parameter
estimates in which we may be interested.

3. Estimating Parameter

s2 s2
x̄−t n−1,1−α /2

(1)
√ n
≤μ≤ x̄+t n−1,1−α /2
n √
Where:

n
∑ xi
i
x̄=
n

s=
√ ∑ ( x i− x̄ )2
i
n−1

x i=the value of i th observation

n=replication number

How large n should be? There are two approaches. The approaches are based
on:

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a. absolute error ( β )
If we estimating μ using x̄ so then the it is said that we have

made absolute error of β . Our objective is to run the simulation

model in order to achieve the half length less than β . The

number of replication that satisfy the objective is n¿ab ( β) .

n¿ab ( β) is obtained from the least n that still satisfy this

inequality:

s2
t n−1,1−α /2
√ n
≤β

¿
(2)

Steps to calculate nab ( β ) :

1. run the simulation for 5 or 10 replication
2. calculate s and then use it in the formula (2)
3. if the inequality has not satisfied, increase n by 1 and then
recalculate the formula (it is assumed that s has not changed)
4. run the simulation for smallest n that satisfy the formula (2),
then we can employ formula (1) to estimate the μ.

e is equal to the hw of a confidence interval ( x̄±e ) . Setting e =

hw and solving for n would give an equation that could be used to
estimate the number of replications necessary to meet a specified
absolute error amount e and significance level α .
( t n−1 ,α /2 ) s
hw=e ⇒ =e
√n
2
( t n−1 , α /2 ) s
n= [ e ]
We replace
t n−1 ,α /2 with Z α /2 , which depends only on α .

The
Z α /2 is from the standard normal distribution, and its value

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can be found in the last row of the Student’s table. Note that

Z α /2 =
t ∞ ,α/2 , where ∞ denotes infinity. The revised
equation is
2
( Z α / 2) s
n='
[ e ]
Example:
We want to estimate the number of replication n’ needed to be able
to assert with 95 percent (1– α =0.95) confidence that the sample
mean x̄ we compute is off by at most 2.00 haircuts (e=2.00)

from the true but unknown mean x̄ . Based on the initial sample

of 12 observation, we know that s=4.21 haircuts. We compute n’ as

follows:

We find
Z α /2 = Z 0 .025 = t∞ ,0.025 = 1.96
Using the previous equation for n’ we obtain
2 2
( Z 0 . 025 ) s
n=
'
e[ =
2 . 00 ][
( 1 . 96 ) 4 . 21
=17 . 02]
¿ 18 observations

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Sumber:

1. Harrel, C., Ghosh, B.K., dan Bowden, R.O. (2004): Simulation Using
Promodel, Mc Graw Hill.
2. Law, A.M. and Kelton, W.D. (1991): Simulation Modeling And Analysis,
McGraw-Hill.